Games of Imperfect Information

We study games of imperfect information on one side. An informed principal observes an external parameter of the world and advises an uninformed agent about actions to take over time. The agent takes actions in each time step based on the current state, the principal’s advice/signal, and beliefs about the external parameter. The action of the agent updates the state according to a stochastic process. The model arises naturally in many applications, e.g., an app (the principal) can advise the user (the agent) on possible choices between actions based on additional real-time information the app has. We study the problem of designing a signaling strategy from the principal’s point of view, show some initial results, and outline a number of open problems.
[Joint work with Jiarui Gan, Goran Radanovic, Adish Singla]